| Metric | 11395597:btcusd:triple_med_gx:lsma145_115 | 11395597:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 10.11% | 161.95% |
| Max Drawdown | -27.39% | -67.18% |
| Sharpe | 0.12 | 0.41 |
| Sortino | 0.19 | 0.59 |
| Payoff Ratio | 1.07 | 1.01 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 0.48 | 1.06 |
| CPC Index | 0.53 | 0.56 |
| Tail Ratio | 0.46 | 0.99 |
| Outlier Win Ratio | 51.08 | 3.33 |
| Outlier Loss Ratio | 3.46 | 3.21 |
| Volatility (ann.) | 9.92% | 26.29% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.11 | 0.5 |
| Skew | 1.99 | 0.18 |
| Kurtosis | 101.38 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.24% | 2.38% |
| Expected Yearly % | 2.44% | 27.22% |
| Kelly Criterion | -2.9% | 3.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.23% |
| Expected Shortfall (cVaR) | -0.85% | -2.23% |
| Year | 11395597:BTCUSD | 11395597:btcusd:triple_med_gx:lsma145_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -10.19 | 0.17 | + |
| 2023 | 155.54 | 7.03 | 0.05 | - |
| 2024 | 121.00 | -2.69 | -0.02 | - |
| 2025 | 16.76 | 17.71 | 1.06 | + |
| Metric | 11395597:btcusd:triple_med_gx:lsma145_115 | 11395597:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 7.0% | 31.46% |
| 6M | 17.71% | 12.77% |
| YTD | 17.71% | 16.76% |
| 1Y | 2.78% | 56.84% |
| 3Y (ann.) | 5.24% | 55.31% |
| 5Y (ann.) | 2.92% | 33.36% |
| Metric | 11395597:btcusd:triple_med_gx:lsma145_115 | 11395597:BTCUSD |
|---|---|---|
| Max Drawdown | -27.39% | -67.18% |
| Longest DD Days | 760.0 | 683.0 |
| Avg. Drawdown | -10.75% | -7.17% |
| Avg. Drawdown Days | 241.0 | 37.0 |
| Recovery Factor | 0.37 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-19 | 2024-03-20 | -27.39 | 760 |
| 2024-03-21 | 2025-06-11 | -25.18 | 447 |
| 2022-02-07 | 2022-02-08 | -0.87 | 0 |
| 2022-02-07 | 2022-02-07 | -0.19 | 0 |
| 2022-02-06 | 2022-02-06 | -0.15 | 0 |
| Metric | 11395597:btcusd:triple_med_gx:lsma145_115 | 11395597:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.79% | 35.75% |
| Worst Week | -16.55% | -29.64% |
| Best Month | 13.92% | 43.77% |
| Worst Month | -20.22% | -37.12% |
| Best Year | 17.71% | 155.54% |
| Worst Year | -10.19% | -60.27% |
| Avg. Up Day | 0.98% | 1.0% |
| Avg. Down Day | -0.92% | -0.99% |
| Avg. Up Week | 4.77% | 6.82% |
| Avg. Down Week | -3.04% | -5.69% |
| Avg. Up Month | 4.89% | 12.69% |
| Avg. Down Month | -6.65% | -15.5% |
| Win Days % | 46.78% | 51.28% |
| Win Month % | 56.76% | 60.98% |
| Win Week % | 41.18% | 50.56% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |